On a multivariate Pareto distribution

DOI10.1016/j.insmatheco.2009.11.004zbMath1231.60013OpenAlexW3122843801MaRDI QIDQ659227

Raluca Vernic, Edward Furman, Alexandru V. Asimit

Publication date: 10 February 2012

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: http://openaccess.city.ac.uk/id/eprint/13129/1/MultiParetoAFVrev.pdf

zbMATH Keywords

characterizationsmixturesdependenceeconomic weighted pricingmultivariate Pareto distributionssimultaneous loss

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)

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